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Russian-doll risk models
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11
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11
Dependent
risk
factors
Giese, Götz
- In:
CreditRisk+ in the banking industry
,
(pp. 153-165)
.
2004
Persistent link: https://www.econbiz.de/10002108699
Saved in:
12
A model-free identification of relative
risk
Kuzmina, Olga
- In:
Economics letters
190
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012228132
Saved in:
13
A multilevel factor approach for the analysis of CDS commonality and
risk
contribution
Rodríguez-Caballero, Carlos Vladimir
;
Caporin, Massimiliano
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012263344
Saved in:
14
Beyond CAPM: an innovative factor model to optimize the
risk
and return trade-off
Andriotto, Mauro
;
Teti, Emanuele
- In:
Journal of business economics and management
15
(
2014
)
4
,
pp. 615-630
Persistent link: https://www.econbiz.de/10010415337
Saved in:
15
FC approach in portfolio selection of Tehran's stock market
Shadkam, Elham
- In:
Journal of Asian finance, economics and business : JAFEB
1
(
2014
)
2
,
pp. 31-37
Persistent link: https://www.econbiz.de/10011687812
Saved in:
16
Measurement invariance of the Domain-Specific
Risk
-Taking (DOSPERT) scale
Welindt, Dillon
;
Condon, David M.
;
Weston, Sara J.
- In:
Journal of behavioral decision making
36
(
2023
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014337229
Saved in:
17
Basis- und Faktorportfolios : Risikofaktoren als Grundlage im Investitionsprozeß
Häfliger, Thomas
-
1998
Persistent link: https://www.econbiz.de/10000676119
Saved in:
18
A latent dynamic factor approach to forecasting multivariate stock market volatility
Gribisch, Bastian
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 621-651
Persistent link: https://www.econbiz.de/10011949857
Saved in:
19
Notes on Fano ratio and portfolio optimization
Kakushadze, Zura
;
Yu, Willie
- In:
Journal of risk & control
5
(
2018
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012229128
Saved in:
20
The application of asymmetric liquidity
risk
measure in modelling the
risk
of investment
Garsztka, Przemysław
;
Hołubowicz, Krzysztof
- In:
Folia oeconomica Stetinensia : FOS
15
(
2015
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10011625475
Saved in:
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